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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
BP p.l.c. (BP) - NYSE Next Earnings Date: OS Estimate: July 30, 2024 BO
OS Projected Window: July 29, 2024 to Aug. 3, 2024
EVR: 1.9
Avg Daily Volume: 9,023,349    Market Cap: 107.89B
Sector: Basic Materials    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 57 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 43
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
May 7, 2024 BO 1.9 $39.04 @$39.00 $1.98
($39.04)
5.08% -3.91% I -3.73% I $37.58 $2.00
( $37.58 )
1.01%
Feb. 6, 2024 BO 1.8 $34.24 @$34.00 $1.79
($34.24)
5.26% 6.68% O 6.27% O $36.39 $2.54
( $36.39 )
41.9%
Oct. 31, 2023 BO 1.7 $38.35 @$38.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 1, 2023 BO 2.0 $37.30 @$37.50
May 2, 2023 BO 1.7 $40.01 @$40.00
Feb. 7, 2023 BO 1.6 $34.84 @$35.00
Nov. 1, 2022 BO 1.8 $33.28 @$33.50
Aug. 2, 2022 BO 1.7 $29.05 @$29.00
May 3, 2022 BO 1.6 $28.86 @$29.00
Feb. 8, 2022 BO 1.6 $33.34 @$33.00

 
 
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